The research examines the lapse risk inherent to the guaranteed lifelong withdrawal benefit option embedded in a variable annuity product valuated from a pure derivatives perspective, that is, as a Bermudian option given to the policyholder.
What if Variable Annuity Policyholders with Guaranteed Lifelong Withdrawal Benefit were Rational / Piscopo, Gabriella; Ruede, Philippe. - (2018). (Intervento presentato al convegno UNISActuarial school 2018 tenutosi a Paestum nel 19 Settembre 2018).
What if Variable Annuity Policyholders with Guaranteed Lifelong Withdrawal Benefit were Rational
Piscopo, Gabriella
;
2018
Abstract
The research examines the lapse risk inherent to the guaranteed lifelong withdrawal benefit option embedded in a variable annuity product valuated from a pure derivatives perspective, that is, as a Bermudian option given to the policyholder.File in questo prodotto:
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